INTERNAL CAPITAL ASSESSMENT PROCESS (ICAAP). Recovery and Resolution Plans

INTERNAL CAPITAL ASSESSMENT PROCESS (ICAAP). Recovery and Resolution Plans

OBJECTIVE

This course is a part of the development strategy of a bank, strategy that entails assuming, administering, monitoring and diminishing the significant risks and is a base piller in the orientation of the activities of the bank, in a harsh and little favorable economic context. The Romanian Banking Institute introduces to you the course Internal Capital Assessment Process, from the perspective of the consequences and necessary adjustments imposed by the risk and capital management integrated process. The challenges of the new Basel III agreement/CRD 4, and the European regulations, impose the more strict requirements regarding the capital adequacy of the banking institutions closely related with the risk profiles of the activities, clientele and of a globalized dynamic environment.

The course is highly practical, with examples, applications and analysis from which the participants who are familiar with the basic law in force, learn the operation, interpretation and the role of the stress tests, acquire the necessary skills for the administration of the full capital adequacy process.

AUDIENCE

Personnel with responsability in risk management/ strategy/financial departments.

CONTENT

  • Basic principles of an efficient risk management system
  • Economic capital (internal) – definition / differences from regulatory capital
  • Types of risks covered by the internal capital
  • Modern methods of assessment of economic capital (IRB, VaR, AMA, replacement cost for unexpected outflow of deposits, etc.)
  • The role of stress tests (stress test)
  • Equity that can be used by banks to cover exposure to risk
  • Capital Plans
  • Case study on the use of the internal capital adequacy assessment process (ICAAP) in the case of commercial banks
  • Capital allocation by business lines based on the assumed risk-adjusted profitability (RAROC method)
  • Presentation and Implications of Basel III implementation/CRD 4 – challenges for the credit institutions
  • Bank recovery plan – strategic instrument according to the EU Directive, regarding the recovery and the resolution of credit institutions.
  • EBA Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP).

LECTURER

Arion Negrilă, PhD

Starting with February 1, 2021, he is Director of the Compliance Department of Banca Comercială Română, holding previous positions as: Executive Vice President Risk (CRO) – BCR Banca pentru Locuințe, Senior Advisor of the Executive Vice President Risk – BCR Erste and Senior Executive Director – Risk in BCR. During 2004-2014, he held the position of executive director of Banca Comercială Română, Risk Controlling Department, with over 24 years of experience in the field of risk management. Mr. Negrilă holds a PhD in economics, with the thesis “Risk management – a condition for a successful activity” defended in 2011. He has a degree in economics (ASE – Faculty of Finance, Banking and Accounting, Finance-Banking Department) and attended the number of training courses in the field of risk management and management (Executive Development Program, organized by HEC University of Montreal, Canada, ASE – Postgraduate studies in banking and stock market management lasting 1 year, various courses organized by Berkeley University – USA, Georgetown University – USA, ATTF Luxembourg, UBS Warburg – Switzerland etc.).

COURSE DURATION

The course lasts for one day, a total of 16 hours (14 net hours).

TIME FRAME

TBA 2021, between 9 – 17 hours.

Registration to the course is made by completing the registration form.

RBI will hold the course ONLINE.

At the end of the course, participants will be given a certificate, issued by RBI (under the aegis of the founding members: NBR and RBA), with 14 CPD credits.

For the course fee and other details please contact us by phone or e-mail.

CONTACT

Gabriela Dumitrache
Specialist în training
Tel: 0040 748.886.822
e-mail: gabriela.dumitrache@ibr-rbi.ro

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